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Goldman Sachs Call 700 SWSDF 20.1.../  DE000GZ8E2V8  /

EUWAX
11/11/2024  10:30:04 AM Chg.+0.040 Bid2:00:25 PM Ask2:00:25 PM Underlying Strike price Expiration date Option type
0.420EUR +10.53% 0.380
Bid Size: 50,000		 0.390
Ask Size: 50,000		 Swiss Life Holding 700.00 - 12/20/2024 Call
 

Master data

WKN: GZ8E2V
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Swiss Life Holding
Type: Warrant
Option type: Call
Strike price: 700.00 -
Maturity: 12/20/2024
Issue date: 2/10/2023
Last trading day: 12/19/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 18.78
Leverage: Yes

Calculated values

Fair value: 0.75
Intrinsic value: 0.72
Implied volatility: -
Historic volatility: 0.18
Parity: 0.72
Time value: -0.31
Break-even: 741.10
Moneyness: 1.10
Premium: -0.04
Premium p.a.: -0.32
Spread abs.: 0.03
Spread %: 7.87%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.420
High: 0.420
Low: 0.420
Previous Close: 0.380
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+44.83%
1 Month  
+40.00%
3 Months  
+180.00%
YTD  
+377.27%
1 Year  
+556.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.440 0.310
1M High / 1M Low: 0.440 0.280
6M High / 6M Low: 0.440 0.090
High (YTD): 11/6/2024 0.440
Low (YTD): 1/19/2024 0.070
52W High: 11/6/2024 0.440
52W Low: 11/28/2023 0.063
Avg. price 1W:   0.377
Avg. volume 1W:   0.000
Avg. price 1M:   0.334
Avg. volume 1M:   0.000
Avg. price 6M:   0.218
Avg. volume 6M:   0.000
Avg. price 1Y:   0.163
Avg. volume 1Y:   0.000
Volatility 1M:   256.00%
Volatility 6M:   201.12%
Volatility 1Y:   188.19%
Volatility 3Y:   -